+4,391.7%
XOM vs RRX
+3,824.6%
+567.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.8% |
| 7D | 0.0% | -0.7% | +0.8% | +0.2% |
| 30D | +3.4% | -8.0% | +11.4% | +5.3% |
| 3M | +11.0% | -25.1% | +36.1% | +17.0% |
| 6M | +10.6% | -18.3% | +28.9% | +12.4% |
| YTD | +39.2% | +14.2% | +25.1% | +29.4% |
| 1Y | +52.7% | +13.0% | +39.7% | +41.4% |
| 3Y | +56.8% | +4.2% | +52.6% | +42.0% |
| 5Y | +261.8% | +17.9% | +243.9% | +209.4% |
| 10Y | +191.3% | +220.4% | -29.1% | +93.7% |
| All | +4,391.7% | +3,824.6% | +567.1% | +2,424.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling